-19.3%
TLT vs O
+52.2%
-71.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.4% | -0.6% | +1.0% | +0.4% |
| 30D | -0.3% | -2.0% | +1.7% | -0.2% |
| 3M | -1.7% | +3.0% | -4.7% | -1.9% |
| 6M | -4.9% | -3.6% | -1.3% | -4.8% |
| YTD | -2.8% | +12.1% | -14.8% | -3.3% |
| 1Y | -4.2% | +8.9% | -13.1% | -4.6% |
| 3Y | -1.1% | +30.3% | -31.4% | -2.3% |
| 5Y | -33.7% | +13.7% | -47.4% | -34.5% |
| All | -19.3% | +52.2% | -71.5% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded O wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling